ABVX max pain, gamma exposure (GEX) & options open interest
As of close · rank #405 by open interest · 262 sessions of history since Sep 19, 2025
ABVX's nearest-expiration max pain is 92.00 for 2026-10-09, its GEX flip is 92.34, net GEX is 188,947, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.
Whole-chain analytics
Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.
Advanced options analysis
Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.
Strongest relative signals: IV rank 100 · 25Δ risk reversal -23.8 pp · smile convexity -9.5 pp
ABVX closed 37.4% below its gamma max of 127.58. It is 2.2% above the delta neutral price of 90.82. Total open interest is 199,721, -4.4% versus the previous session. Its options catalyst-intensity score is 60.5 out of 100, led by IV rank 100, 25Δ risk reversal -23.8 pp, smile convexity -9.5 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -4,419 contracts · -3.2% |
| Put OI change, 1 session | -4,673 contracts · -6.6% |
| Call minus put OI growth, 1 session | +3.4 pp |
| Call OI change, 5 sessions | +9,078 contracts · +7.3% |
| Put OI change, 5 sessions | +1,133 contracts · +1.7% |
| Call minus put OI growth, 5 sessions | +5.5 pp |
| Daily call OI change surprise | -0.77σ (252 prior changes) |
| Daily put OI change surprise | -1.28σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.46σ (250 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 4 completed Day +10 paths · latest Jul 6, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 4 | +2.1% | -1.8% to +6.5% | 50% | – | – |
| Day +2 | 4 | +2.0% | -3.7% to +8.9% | 50% | – | – |
| Day +3 | 4 | +1.6% | -2.4% to +7.3% | 50% | – | – |
| Day +4 | 4 | +3.5% | +0.4% to +7.1% | 75% | – | – |
| Day +5 | 4 | +3.8% | +0.7% to +9.0% | 75% | – | – |
| Day +6 | 4 | +2.1% | -1.1% to +7.2% | 75% | – | – |
| Day +7 | 4 | +1.4% | -3.9% to +11.0% | 50% | – | – |
| Day +8 | 4 | -1.7% | -5.0% to +7.5% | 50% | – | – |
| Day +9 | 4 | -3.3% | -5.8% to +5.0% | 25% | – | – |
| Day +10 | 4 | +2.0% | -5.1% to +12.0% | 50% | – | – |
Crosses above gamma max 3 completed Day +10 paths · latest Nov 14, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 3 | +1.3% | -0.2% to +2.1% | 67% | – | – |
| Day +2 | 3 | +2.1% | -1.5% to +2.6% | 67% | – | – |
| Day +3 | 3 | +2.3% | -1.5% to +3.6% | 67% | – | – |
| Day +4 | 3 | -0.5% | -2.5% to +5.4% | 33% | – | – |
| Day +5 | 3 | -0.4% | -1.6% to +3.8% | 33% | – | – |
| Day +6 | 3 | +6.2% | +3.6% to +10.1% | 100% | – | – |
| Day +7 | 3 | +9.4% | +5.6% to +12.8% | 100% | – | – |
| Day +8 | 3 | +9.6% | +7.1% to +11.7% | 100% | – | – |
| Day +9 | 3 | +8.7% | +3.9% to +11.3% | 67% | – | – |
| Day +10 | 3 | +13.1% | +4.9% to +15.7% | 67% | – | – |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 2 |
| Prior-year sessions closer to gamma max | 98.0% of 252 |
| Prior-year sessions closer to delta neutral | 1.6% of 252 |
| Open interest percentile (1y) | 97th |
| Daily open interest change versus prior year | -0.99σ (-9,092 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +5.4% |
| Open interest change, 21 sessions | +32.8% |
| History available | Sep 19, 2025 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 143.99 vs 144.52 (-0.4%)
- closed above gamma max at 133.26 vs 123.78 (+7.1%)
- closed above delta neutral at 90.15 vs 83.05 (+7.9%)
- closed below delta neutral at 72.44 vs 82.29 (-13.6%)
- closed below gamma max at 119.12 vs 126.49 (-6.2%)
- closed above gamma max at 110.39 vs 103.34 (+6.4%)
- closed below gamma max at 100.90 vs 101.19 (-0.3%)
- closed above gamma max at 103.90 vs 102.08 (+1.8%)
- closed below gamma max at 102.42 vs 104.03 (-1.6%)
- closed above gamma max at 104.29 vs 103.32 (+0.9%)
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Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/ABVX
Questions people ask about ABVX
Where is ABVX's gamma max today?
As of Oct 2, 2026, the gamma max for ABVX is 127.58, +37.4% from the 92.88 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is ABVX above or below its delta neutral price?
ABVX closed above delta neutral: 92.88 against a delta neutral price of 90.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABVX have?
199,721 contracts of open interest across 747 listed contracts on Oct 2, 2026, -4.4% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.